Question

What is the T Distribution?

Answer 1

The T distribution is a family of distributions that look almost identical to the normal distribution curve, only a bit shorter and fatter. The t distribution is used instead of the normal distribution when you have small samples (for more on this, see: t-score vs. z-score). The larger the sample size, the more the t distribution looks like the normal distribution. In fact, for sample sizes larger than 20 (e.g. more degrees of freedom), the distribution is almost exactly like the normal distribution.